PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
NSC vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NSC and VTI is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

NSC vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Norfolk Southern Corporation (NSC) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
3.84%
8.78%
NSC
VTI

Key characteristics

Sharpe Ratio

NSC:

0.03

VTI:

1.92

Sortino Ratio

NSC:

0.29

VTI:

2.56

Omega Ratio

NSC:

1.03

VTI:

1.35

Calmar Ratio

NSC:

0.04

VTI:

2.88

Martin Ratio

NSC:

0.12

VTI:

12.48

Ulcer Index

NSC:

8.30%

VTI:

1.98%

Daily Std Dev

NSC:

27.66%

VTI:

12.86%

Max Drawdown

NSC:

-67.74%

VTI:

-55.45%

Current Drawdown

NSC:

-17.15%

VTI:

-3.99%

Returns By Period

In the year-to-date period, NSC achieves a -0.22% return, which is significantly lower than VTI's 23.66% return. Over the past 10 years, NSC has underperformed VTI with an annualized return of 10.05%, while VTI has yielded a comparatively higher 12.48% annualized return.


NSC

YTD

-0.22%

1M

-11.21%

6M

3.84%

1Y

2.64%

5Y*

5.60%

10Y*

10.05%

VTI

YTD

23.66%

1M

-0.38%

6M

8.51%

1Y

23.75%

5Y*

13.89%

10Y*

12.48%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

NSC vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Norfolk Southern Corporation (NSC) and Vanguard Total Stock Market ETF (VTI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for NSC, currently valued at 0.03, compared to the broader market-4.00-2.000.002.000.031.85
The chart of Sortino ratio for NSC, currently valued at 0.29, compared to the broader market-4.00-2.000.002.004.000.292.48
The chart of Omega ratio for NSC, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.34
The chart of Calmar ratio for NSC, currently valued at 0.04, compared to the broader market0.002.004.006.000.042.77
The chart of Martin ratio for NSC, currently valued at 0.12, compared to the broader market0.0010.0020.000.1211.94
NSC
VTI

The current NSC Sharpe Ratio is 0.03, which is lower than the VTI Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of NSC and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.03
1.85
NSC
VTI

Dividends

NSC vs. VTI - Dividend Comparison

NSC's dividend yield for the trailing twelve months is around 2.34%, more than VTI's 1.29% yield.


TTM20232022202120202019201820172016201520142013
NSC
Norfolk Southern Corporation
2.34%2.28%2.01%1.40%1.58%1.85%2.03%1.68%2.18%2.79%2.03%2.20%
VTI
Vanguard Total Stock Market ETF
1.29%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

NSC vs. VTI - Drawdown Comparison

The maximum NSC drawdown since its inception was -67.74%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for NSC and VTI. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-17.15%
-3.99%
NSC
VTI

Volatility

NSC vs. VTI - Volatility Comparison

Norfolk Southern Corporation (NSC) has a higher volatility of 6.84% compared to Vanguard Total Stock Market ETF (VTI) at 3.82%. This indicates that NSC's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
6.84%
3.82%
NSC
VTI
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab